An inexact quasi-Newton algorithm for large-scale ℓ1 optimization with box constraints

In this paper, we develop an inexact quasi-Newton algorithm for ℓ1-regularization optimization problems subject to box constraints. The algorithm uses the identification technique of the proximal gradient algorithm to estimate the active set and free variables. To accelerate the convergence, we util...

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Bibliographic Details

Published in:	Applied numerical mathematics Vol. 193; pp. 179 - 195
Main Authors:	Cheng, Wanyou, LinPeng, Zhuanghan, Li, Donghui
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.11.2023
Subjects:	[formula omitted] optimization Proximity operator Quasi-Newton Quasi-Newton ℓ1 optimization Proximity operator
ISSN:	0168-9274, 1873-5460
Online Access:	Get full text
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